Validation techniques I [electronic resource] : regulatory and statistical background / Dirk Tasche.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Quantitative financial risk management: Publisher: London : Henry Stewart Talks, 2007Description: 1 online resource (1 streaming video file (42 min.) : color, sound)Subject(s): Financial risk managementOnline resources: Click here to access online | Series Animated audio-visual presentations with synchronized narration.
Title from title frames.
Contents: Historical background -- New capital standards (Basel II) -- Requirements on quantitative validation -- The binary classification model for rating systems -- Bayes' formula -- Modelling cyclical effects -- Conditional probabilities of default (PD).
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Mode of access: World Wide Web.